+478.3%
ALM vs ESTC
+23.0%
+455.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.0% |
| 7D | -6.7% | -11.5% | +4.8% | -6.0% |
| 30D | -32.9% | -7.5% | -25.4% | -32.6% |
| 3M | -39.5% | +23.1% | -62.6% | -40.3% |
| 6M | -62.0% | +75.3% | -137.3% | -63.3% |
| YTD | -7.8% | +14.1% | -21.9% | -9.1% |
| 1Y | +26.7% | -0.6% | +27.3% | +26.0% |
| 3Y | +825.4% | +20.8% | +804.5% | +797.9% |
| 5Y | +401.2% | -48.8% | +450.0% | +401.8% |
| All | +478.3% | +23.0% | +455.4% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling